I have no idea if she has and I really want to know. Please tell me.
Yes. She appears in the animated film Superman/Batman: Apocalypse
Never in live-action (she did have a solo movie in 1984, starring Helen Slater). I have heard that the idea was floated for a time of having Slater's Supergirl appear in a movie with Christopher Reeve's Superman - but if that's right it obviously came to nothing. As mentioned, Supergirl did appear in the DC Universe Animated Original Movie Superman/Batman: Apocalypse (an adaptation of the comic book story arc The Supergirl from Krypton).